[Gretl-users] Re: Lyapunov Exponent
Am 02.12.2021 um 20:49 schrieb Periklis Gogas:
Hello all,
Is there any function in Gretl to estimate the Lyapunov exponent and
it's confidence intervals?
Hi, unfortunately I think the answer remains the same since you asked
this question in 2018: no.
(In the meantime, however, gretl got the BDS test for unspecified kinds
of non-linearity in time-series, see the built-in bds command. This is
not specifically about chaos, however.)
cheers
sven